2003 · 119 citations · 8 references
ComputingAutonomous SystemsDynamical SystemsGame TheoryMachine LearningEvolutionary DynamicsEvolutionary Game TheoryExploration-exploitation TradeoffIntelligent AgentsMulti-agent SystemsReinforcement LearningExploration - Exploitation Trade-offExploration-exploitation Trade-offLearning In GamesLearning In Multi-agent SystemsMulti-agent LearningQ-learningReinforcement Learning In GamesReplicator Dynamics
Although well understood in the single-agent framework, the use of traditional reinforcement learning (RL) algorithms in multi-agent systems (MAS) is not always justified. The feedback an agent experiences in a MAS, is usually influenced by the other agents present in the system. Multi agent environments are therefore non-stationary and convergence and optimality guarantees of RL algorithms are lost. To better understand the dynamics of traditional RL algorithms we analyze the learning process in terms of evolutionary dynamics. More specifically we show how the Replicator Dynamics (RD) can be used as a model for Q-learning in games. The dynamical equations of Q-learning are derived and illustrated by some well chosen experiments. Both reveal an interesting connection between the exploitation-exploration scheme from RL and the selection-mutation mechanisms from evolutionary game theory.
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Reinforcement Learning: An Introduction
IEEE Transactions on Neural Networks · 2005 · 25.8K citations
Christopher J. Watkins, Peter Dayan · Machine Learning · 1992 · 9K citations · Full text
Evolutionary Games and Equilibrium Selection
Claudio Mezzetti, Larry Samuelson · Southern Economic Journal · 1998 · 832 citations
Learning Through Reinforcement and Replicator Dynamics
Tilman Börgers, Rajiv Sarin · Journal of Economic Theory · 1997 · 749 citations
Business, Mathematics, Physics +12
Andreas Ortmann, Jörgen W. Weibull · Southern Economic Journal · 1997 · 606 citations